+779.9%
PRU vs TD
+2,377.1%
-1,597.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -2.0% |
| 7D | +2.4% | -1.7% | +4.1% | +4.3% |
| 30D | +6.1% | +8.2% | -2.1% | -2.3% |
| 3M | -0.7% | +1.7% | -2.4% | -2.9% |
| 6M | +22.1% | +14.2% | +7.8% | +5.1% |
| YTD | +9.8% | +32.8% | -23.0% | -19.7% |
| 1Y | +19.4% | +55.5% | -36.1% | -26.2% |
| 3Y | +50.4% | +129.6% | -79.3% | -40.5% |
| 5Y | +37.2% | +102.2% | -65.0% | -39.1% |
| 10Y | +119.5% | +306.3% | -186.8% | -52.2% |
| All | +779.9% | +2,377.1% | -1,597.2% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling